I've also tried by downloading by myself an .osm file and follow the same workflow but i'm facing the same issue.

I'm using latest release of tools with ArcGIS Desktop 10.1 sp1.

I put in attached a sample osm planet file. Could you help to solve this and tell me why it works with 'Download, Extract and Symbolize OSM Data' and not by loading planet file even if it's on a small area ?
Regards

Hello Cortal74,
Apologies for the delay, our team was at the Esri User Conference last week. Now we are back and can respond...

I am testing right now with that same .osm file from the rhone-alpes region. It is currently loading into a GDB; I'll then run the Attribute Selector on it once its done loading. Which feature class did you run the attribute selector on: point, line, or polygon?
I'd like to replicate with the feature class you tested.